AI Summary of Scholarly Research

This page presents an AI-generated summary of a published research paper. The original authors did not write or review this article. [See full disclosure ↓]

Stock splits and reverse splits affected returns in Indonesia

Research area:finance-marketsfinancial-markets

What the study found

The study found that stock splits were generally associated with positive stock returns in the Indonesia Stock Exchange during 2022-2023, while reverse stock splits were associated with negative returns. In the abstract, these patterns are described through changes in cumulative abnormal return, or CAR, which compares actual returns with expected returns.

Why the authors say this matters

The authors conclude that stock splits are viewed as positive signals about a company’s future performance, while reverse stock splits are often interpreted as signs of possible financial or operational problems. The study also says this may help managers, investors, and regulators make more informed decisions in dynamic capital markets such as Indonesia.

What the researchers tested

The researchers examined the impact of stock splits and reverse stock splits on stock returns around their effective dates in the Indonesia Stock Exchange. They used an event study method and a cumulative abnormal return, or CAR, approach over a 10-day window before and after the corporate action.

What worked and what didn't

For stock splits, CAR increased significantly before the effective date, which the abstract describes as a favorable investor reaction. For reverse stock splits, CAR declined sharply on and after the effective date, indicating a negative effect on stock returns.

What to keep in mind

The abstract limits the study to the Indonesia Stock Exchange and the 2022-2023 period. It does not provide additional limitations beyond this scope in the available summary.

Key points

  • Stock splits were generally associated with positive stock returns in the Indonesia Stock Exchange.
  • Reverse stock splits were associated with negative stock returns.
  • CAR, or cumulative abnormal return, was used to compare actual and expected returns.
  • The study used a 10-day window before and after each corporate action.
  • The authors say stock splits may signal better future performance, while reverse splits may signal problems.

Disclosure

Research title:
Stock splits and reverse splits affected returns in Indonesia
Authors:
I Made Suidarma, Ni Wayan Okta Prasetya Putri, Putu Ayu Suan Dewi, I Kadek Krisna Ari Putra, I Made Sara, I Dewa Nyoman Marsudiana, I Made Suidarma, Ni Wayan Okta Prasetya Putri, Putu Ayu Suan Dewi, I Kadek Krisna Ari Putra, I Made Sara, I Dewa Nyoman Marsudiana
Institutions:
University of National Education, University of National Education
Publication date:
2026-03-08
OpenAlex record:
View
AI provenance: This post was generated by gpt-5.4-mini (OpenAI). The original authors did not write or review this post.